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CN Energy Group Inc
CNEYAdd to Watchlist
0.461USD
-0.019-3.90%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
127.50KMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.93
VaR
+11.16%
240-Day Maximum Drawdown
+86.37%
240-Day Volatility
+200.55%
Return
Best Daily Return
60 days
+119.77%
120 days
+119.77%
5 years
+366.13%
Worst Daily Return
60 days
-37.89%
120 days
-37.89%
5 years
-72.86%
Sharpe Ratio
60 days
+1.36
120 days
+0.56
5 years
-0.18
Risk Assessment
Maximum Drawdown
240 days
+86.37%
3 years
+98.03%
5 years
+99.97%
Return-to-Drawdown Ratio
240 days
-0.95
3 years
-0.31
5 years
-0.20
Skewness
240 days
+5.13
3 years
+15.00
5 years
+15.58
Volatility
Realised Volatility
240 days
+200.55%
5 years
+239.21%
Standardised True Range
240 days
+33.05%
5 years
+569.59%
Downside Risk-Adjusted Return
120 days
+122.00%
240 days
+122.00%
Maximum Daily Upside Volatility
60 days
+323.61%
Maximum Daily Downside Volatility
60 days
+143.21%
Liquidity
Average Turnover Rate
60 days
+241.39%
120 days
+308.53%
5 years
--
Turnover Deviation
20 days
-78.26%
60 days
-76.44%
120 days
-69.88%